+651.8%
GOOGL vs SLV
+165.8%
+486.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.4% | +3.2% | +0.3% |
| 7D | +2.6% | +3.7% | -1.0% | +2.0% |
| 30D | -18.3% | -15.2% | -3.1% | -16.1% |
| 3M | -19.6% | -21.8% | +2.2% | -16.5% |
| 6M | -28.2% | -36.3% | +8.1% | -23.2% |
| YTD | -8.0% | -27.8% | +19.8% | -7.0% |
| 1Y | -0.7% | +1.5% | -2.2% | -6.8% |
| 3Y | +118.8% | +128.5% | -9.7% | +72.8% |
| 5Y | +98.9% | +103.2% | -4.4% | +57.8% |
| All | +651.8% | +165.8% | +486.1% | +439.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SLV.
Daily Out/Under-Performance
Portfolio return minus SLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SLV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SLV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling